Nelnet Inc. (NNI)
NYSE: NNI
· Real-Time Price · USD
126.83
-1.80 (-1.40%)
At close: Aug 15, 2025, 3:59 PM
127.00
0.13%
After-hours: Aug 15, 2025, 05:29 PM EDT
NNI Delta Exposure By Expiry
The total Delta Exposure (DEX) for NNI across all expirations shows 7,812 net shares that market makers must hedge, with 8,013.03 from calls and 201.03 from puts. The put-call delta ratio of 0.03 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Sep 19, 25 with 5,729.3 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 19, 25 carries positive delta requiring market makers to short shares, potentially creating resistance.
NNI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 5,744.14 | -14.84 | 5,729.3 | 0.00 |
| Oct 17, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 1,223.74 | -186.19 | 1,037.55 | 0.15 |
| Mar 20, 26 | 422.65 | 0 | 422.65 | 0.00 |
| Dec 18, 26 | 622.5 | 0 | 622.5 | 0.00 |